Implied correlations : smiles or smirks?
Senay Agca, Deepak Agrawal, and Saiyid Islam
| Year of publication: |
2008
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|---|---|
| Authors: | Agca, Senay ; Agrawal, Deepak ; Islam, Saiyid |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 16.2008/09, 2, p. 7-35
|
| Subject: | Asset-Backed Securities | Asset-backed securities | Korrelation | Correlation | Volatilität | Volatility | Statistische Verteilung | Statistical distribution | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003795256